RANDOM VARIABLES

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LEARNING OBJECTIVES

The study of this chapter should enable

you to:
 Identify whether an event is a discrete or
continuous distribution
 Compute probabilities associated with the
distribution.
 Calculate the expected value of a random
variable (discrete and continuous)
 INTRODUCTIO
N

 In an experiment, the outcomes are not necessarily in

the form of numbers; a coin is tossed and the outcome
is either 'head' or 'tail'.
 We frequently want to represent the outcomes in the
form of numbers. For any experiment, a random variable
is used to represent every outcome with a unique value.
As the experiment is repeated, the value will vary from
trial to trial.
 For example number of persons visiting KLCC each
month, and the length of leaves of a certain tree.
 NUMERICAL EVENTS AND RANDOM
VARIABLES

 Variable was defined as a characteristics or attribute that

can assume different values.
 Various letter of alphabet, such as x, y, or z are used to
represent variables.
 Example: if a dice is rolled, a letter such as ‘x’, can be used
to represent the outcomes. Then the value x can be assume
is 1,2,3,4,5, or 6.
 Since the variable are associated with probability, they are
called random variables.
 NUMERICAL EVENTS AND
RANDOM VARIABLES (cont.)

A random variable is a variable that assumes

numerical values associate with events of an
experiment.
 There are two types of random variables:
1. Discrete random variable
2. Continuous random variable.
 Random variable classified as either discrete random
variable or continuous random variable, denoted as
capital letters such as X or Y.
 The values of the random variables are denoted as
 DISCRETE RANDOM VARIABLE

DEFINITION
A discrete random variable X is one that can assume only countable
number of values.

Some examples of discrete random variable are:

1. The number of car sold at a dealership during a given month.
2. The number of employees working at a company.
3. The number of complaints received at the office of an airline on a
given day.
EXAMPLE
EXAMPLE 2
 TUTORIAL

X={0, 2, 4, 6} is a random variable with probability distribution

X 0 2 4 6
P(X=x) 0.20 0.35 0.30 0.15

a) Show that X is a discrete random variable.

b) Find the probability that X is less than 4.
c) Find the probability that X is greater than 4.
d) Find the probability that X is at least 4.
e) Find the probability that X not more than 2.
f) Find the probability that X is between 1 and 5.
TUTORIAL 2

  
Given the discrete random variable Y={0,2,4,6} and
probability distribution as shown below.

a) Calculate P(Y=2)
b) Find P(Y≥2)
c) Find P(Y>2)
Cumulative distribution function
Cumulative distribution function

 If X is a discrete random variable with probability

distribution P(X=x) for X=X1,x2,…,xn then the
cumulative distribution F(t) is define as:
F(t) = P(X≤t) =∑P(X=x)

Note that : 0 ≤ F(t) ≤ 1 and P(a < X ≤ b) = F(b) –

F(a)
EXAMPLE 3
EXAMPLE 4
TUTORIAL 3

   cumulative probability distribution for random variable X is

The
F(X)=

a) P(1< X ≤ 3)
b) P(X ≤ 5)
c) P(4 ≤ X ≤ 6)
 The Expected Value for a Discrete Random Variable

 ‘Discrete’ refers to countable numbers; integers or whole numbers. Thus, a

discrete random variable can only assume the values 0, 1, 2, 3, 4, 5, 6, etc.
 A function can serve as the probability distribution of a discrete random
variable X if and only if its values, f(x), satisfy the conditions P(X=x)≥0 and
∑P(X=x)=1.
EXAMPLE 5
Properties of expected value


  E(a) = a , where a is constant
 E(aX) = a E(X)
 E[g(X)] = ∑g(X)P(X=x)
 E(aX b) = E(aX) E(b) = a E(X) b, where a and b is constant
 E[f(X) b(g(X)] = E[f(x)] bE[g(X)]
 E[a f(x) b g(x)] = a E[f(X)] b E[g(X)]
 E(X Y) = E(X) E(Y)
EXAMPLE 6
 TUTORIAL 4

X
 is  a discrete random variable with probability distribution as shown below.
x 0 1 2 3 4
P(X=x) 0.30 0.15 0.10 0.15 0.30
a) Find the expected value of X.
b) E(4X)
c) E(
d) E(2)
e) E(3X+2)
f) E(2X-3)
g) E[
 The Variance Value for a Discrete Random Variable

 If p(y) is an accurate characterization of the population frequency

distribution, then E(Y) = , the population mean.
 The variance of a random variable Y is defined to be the expected value
of (Y - )2. That is,
EXAMPLE 7
Properties of the Variance

  V(a)

=0
 V(aX) =
 V(aX+b)=
 V(X Y) = V(X) + V(Y)
 Y(aX bY) = V(X) + V(Y)
EXAMPLE 8
TUTORIAL 5

The probability distribution of X is as follows:

x 0 1 2 3 4 5
P(X=x) 0.1 0.1 0.2 0.3 0.2 0.1

a) E(X)
b) V(X)
c) E(2X+3)
d) V(3-4X)
e) V(2Y-Y) given that V(Y) = 2
END OF LESSON
TO BE CONTINUE…
CONTINUOUS RANDOM
VARIABLE
Definition (cont)
EXAMPLE 9
EXAMPLE 10
CUMULATIVE DISTRIBUTION
FUNCTION
EXAMPLE 11
TUTORIAL 6
MEDIAN UNDER THE CURVE
OBTAIN THE PDF FROM CDF
EXAMPLE 12
THE EXPECTED VALUE AND VARIANCE
CONT..
TUTORIAL 7
TUTORIAL 8